Last Update: 13 Dec 2018 5:15 GMT+0
The Egypt 10Y Government Bond has a 18.060% yield.
10 Years vs 2 Years bond spread is -145.1 bp. Yield Curve is inverted
Central Bank Rate is 16.75%.
The Egypt rating is B, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 355.00 and implied probability of default is 5.92%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B
|
- |
| Moody's Investors Service |
B3
|
positive |
| Fitch Ratings |
B
|
positive |
| DBRS |
-
|
- |
| Egypt Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 16.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 355.00 | +1.06 % | +0.48 % | +2.85 % | 5.92 % |
Egypt Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 3 months | 19.628% | +25.1 bp | +76.3 bp | ||||||
| 6 months | 19.980% | +32.8 bp | +124.2 bp | ||||||
| 9 months | 19.989% | +14.1 bp | +151.8 bp | ||||||
| 1 year | 19.980% | +17.5 bp | +153.8 bp | 83.35 | -0.14 % | -1.28 % | |||
| 2 years | 19.511% | +21.1 bp | +225.2 bp | 70.01 | -0.36 % | -3.74 % | |||
| 3 years | 19.076% | +17.6 bp | +275.5 bp | 59.23 | -0.44 % | -6.78 % | |||
| 5 years | 18.543% | +19.9 bp | +259.3 bp | 42.72 | -0.84 % | -10.46 % | |||
| 7 years | 18.370% | +17.2 bp | +267.4 bp | 30.71 | -1.03 % | -14.79 % | |||
| 10 years | 18.060% | +8.0 bp | +269.4 bp | 19.01 | -0.68 % | -20.63 % | |||
10Y Bond Yield Spread - Egypt vs Main Countries
The Egypt 10Y Government Bond has a 18.060% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Egypt 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Japan 10Y | 1800.3 bp | +13.7 | +268.6 | ||
| Germany 10Y | 1777.2 bp | +19.3 | +288.5 | ||
| France 10Y | 1731.8 bp | +11.7 | +279.8 | ||
| United Kingdom 10Y | 1678.0 bp | +29.7 | +278.6 | ||
| Spain 10Y | 1662.5 bp | +26.9 | +267.6 | ||
| Canada 10Y | 1592.6 bp | +40.5 | +288.2 | ||
| Australia 10Y | 1558.6 bp | +32.1 | +299.6 | ||
| United States 10Y | 1514.9 bp | +31.2 | +275.9 | ||
| Italy 10Y | 1506.1 bp | +53.5 | +251.0 | ||
| China 10Y | 1472.7 bp | +24.9 | +307.3 | ||
| India 10Y | 1066.6 bp | +44.8 | +323.0 | ||
| Russia 10Y | 938.0 bp | +43.0 | +159.4 | ||
| Brazil 10Y | 802.0 bp | +59.0 | +428.4 |
Egypt Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 10 years | 18.060% | 19.01 | 23.49 | 32.46 | 41.43 | 50.40 | 59.37 | |
| 7 years | 18.370% | 30.71 | 34.48 | 42.03 | 49.57 | 57.11 | 64.66 | |
| 5 years | 18.543% | 42.72 | 45.81 | 51.99 | 58.16 | 64.34 | 70.52 | |
| 3 years | 19.076% | 59.23 | 61.37 | 65.64 | 69.91 | 74.19 | 78.46 | |
| 2 years | 19.511% | 70.01 | 71.55 | 74.62 | 77.70 | 80.77 | 83.85 | |
| 1 year | 19.980% | 83.35 | 84.18 | 85.85 | 87.51 | 89.18 | 90.85 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||